Anic Equity¶

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Total return since start: 0.603 %¶

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Equity now: -----------------------------> 48951.02 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 42267.42 Kr¶

PnL: ---------------------------------------> -165.86 Kr¶

DD now: ---------------------------------> -7.849 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-03 11:24:32.565606'

Anic Portfolio¶

Today¶

Return: -0.714 %¶

This Week¶

Return: -0.714 %¶

Total portfolio value¶

Return including deposits: 60.253 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 -0.360000 1660.680000 193.140000 13.160000 1467.540000
JM 6 2.230000 881.400000 19.200000 2.230000 862.200000
HEXPOL B 9 0.610000 1035.000000 17.100000 1.680000 1017.900000
Sagax B 4 1.410000 864.000000 12.000000 1.410000 852.000000
Platzer Fastigheter Holding B 12 1.130000 969.600000 10.800000 1.130000 958.800000
Orrön Energy 180 0.400000 2048.400000 10.800000 0.530000 2037.600000
Atrium Ljungberg B 5 1.020000 942.500000 9.500000 1.020000 933.000000
Hoist Finance 35 0.890000 987.000000 8.750000 0.890000 978.250000
BioGaia B 8 0.860000 936.000000 8.000000 0.860000 928.000000
EQT 4 0.870000 836.800000 7.200000 0.870000 829.600000
Catena 2 0.860000 796.400000 6.800000 0.860000 789.600000
AcadeMedia 8 0.790000 406.000000 4.800000 1.200000 401.200000
Sagax A 4 -0.470000 856.000000 4.000000 0.470000 852.000000
ASSA ABLOY B 3 0.310000 779.400000 2.400000 0.310000 777.000000
Biotage 7 0.220000 941.500000 2.100000 0.220000 939.400000
Gränges 9 0.000000 926.100000 0.000000 0.000000 926.100000
Byggmax Group 33 -0.070000 953.700000 -0.660000 -0.070000 954.360000
Clas Ohlson B 12 -0.120000 969.600000 -1.200000 -0.120000 970.800000
Bilia A 8 -0.360000 896.000000 -1.600000 -0.180000 897.600000
SKF B 5 -0.290000 935.250000 -2.750000 -0.290000 938.000000
Creaspac SPAC 39 -0.210000 3705.000000 -3.900000 -0.110000 3708.900000
OX2 13 -1.170000 936.650000 -11.050000 -1.170000 947.700000
Hexatronic Group 12 -1.220000 952.800000 -11.760000 -1.220000 964.560000
Alimak Group 11 -1.540000 911.900000 -14.300000 -1.540000 926.200000
Nordic Waterproofing Holding 7 -2.180000 943.600000 -21.000000 -2.180000 964.600000
Latour B 4 -2.990000 829.600000 -25.600000 -2.990000 855.200000
VEF 909 -2.160000 1812.550000 -32.720000 -1.770000 1845.270000
Indutrade 5 -2.800000 1180.500000 -34.000000 -2.800000 1214.500000
Addnode Group B 11 -3.830000 883.300000 -35.200000 -3.830000 918.500000
Hexagon B 26 -1.240000 3408.600000 -42.900000 -1.240000 3451.500000
Bufab 3 -4.280000 1059.000000 -47.400000 -4.280000 1106.400000
BHG Group 97 -3.600000 1403.590000 -51.410000 -3.530000 1455.000000
INVISIO 16 -1.960000 3608.000000 -72.000000 -1.960000 3680.000000
Vitec Software Group B 2 -6.730000 1011.000000 -73.000000 -6.730000 1084.000000
TOTAL 42267.420000 -165.860000 -7.84884% 42433.280000

Updated:¶

'2023-07-03 11:24:49.188759'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶